Recent Advances in Theory and Methods for the Analysis of High Dimensional and High Frequency Financial Data
Recently, considerable attention has been placed on the development and application of tools useful for the analysis of the high-dimensional and/or high-frequency datasets that now dominate the landscape. The purpose of this Special Issue is to collect both methodological and empirical papers that d...
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Other Authors: | , |
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Format: | Book Chapter |
Published: |
Basel, Switzerland
MDPI - Multidisciplinary Digital Publishing Institute
2021
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Subjects: | |
Online Access: | Get Fullteks DOAB: description of the publication |
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Summary: | Recently, considerable attention has been placed on the development and application of tools useful for the analysis of the high-dimensional and/or high-frequency datasets that now dominate the landscape. The purpose of this Special Issue is to collect both methodological and empirical papers that develop and utilize state-of-the-art econometric techniques for the analysis of such data. |
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Physical Description: | 1 electronic resource (196 p.) |
ISBN: | books978-3-0365-0853-5 9783036508528 9783036508535 |
Access: | Open Access |